+77.4%
HBAN vs FE
+564.6%
-487.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +3.1% | +3.6% | -0.5% | +1.6% |
| 3M | -9.8% | +0.3% | -10.1% | -9.9% |
| 6M | +1.4% | +6.4% | -5.0% | -1.4% |
| YTD | -5.8% | +8.1% | -13.9% | -9.4% |
| 1Y | +4.2% | +4.6% | -0.4% | +1.6% |
| 3Y | +74.9% | +49.1% | +25.8% | +44.5% |
| 5Y | +21.7% | +46.1% | -24.4% | +0.1% |
| 10Y | +106.1% | +122.7% | -16.7% | +32.8% |
| All | +77.4% | +564.6% | -487.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling